-18.4%
TSLL vs LMT
+35.1%
-53.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.6% | +10.2% | +8.5% |
| 7D | -21.2% | -11.0% | -10.2% | -22.2% |
| 30D | -13.3% | +13.6% | -26.9% | -11.0% |
| 3M | +15.4% | -2.1% | +17.5% | +15.8% |
| 6M | -34.2% | +11.7% | -45.9% | -32.3% |
| YTD | -52.9% | +19.4% | -72.3% | -51.6% |
| 1Y | -54.3% | +24.1% | -78.4% | -53.2% |
| 3Y | -18.4% | +36.2% | -54.5% | -9.5% |
| All | -18.4% | +35.1% | -53.4% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling